語系:
繁體中文
English
說明(常見問題)
登入
回首頁
切換:
標籤
|
MARC模式
|
ISBD
Modern multi-factor analysis of bond...
~
SpringerLink (Online service)
Modern multi-factor analysis of bond portfolios = critical implications for hedging and investing /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Modern multi-factor analysis of bond portfolios/ edited by Giovanni Barone Adesi, Nicola Carcano.
其他題名:
critical implications for hedging and investing /
其他作者:
Adesi, Giovanni Barone.
出版者:
London :Palgrave Macmillan UK : : 2016.,
面頁冊數:
xii, 124 p. :ill., digital ; : 23 cm.;
Contained By:
Springer eBooks
標題:
Bonds. -
電子資源:
http://dx.doi.org/10.1007/978-1-137-56486-3
ISBN:
9781137564863
Modern multi-factor analysis of bond portfolios = critical implications for hedging and investing /
Modern multi-factor analysis of bond portfolios
critical implications for hedging and investing /[electronic resource] :edited by Giovanni Barone Adesi, Nicola Carcano. - London :Palgrave Macmillan UK :2016. - xii, 124 p. :ill., digital ;23 cm.
Where institutions and individuals averagely invest the majority of their assets in money-market and fixed-income instruments, interest rate risk management could be seen as the single most important global financial issue. However, the majority of the key techniques used by most investors were developed several decades ago, and the advantages of multi-factor models are not fully recognised by many researchers and practitioners. This book provides clear and practical insight into bond portfolios and portfolio management through key empirical analysis. The authors use extensive sets of empirical data to describe the value potentially added by more recent techniques to manage interest rate risk relative to traditional techniques and to present empirical evidence of such an added value. Beginning with a description of the simplest models and moving on to the most complex, the authors offer key recommendations for the future of rate risk management.
ISBN: 9781137564863
Standard No.: 10.1007/978-1-137-56486-3doiSubjects--Topical Terms:
564605
Bonds.
LC Class. No.: HG4651 / .M5963 2016
Dewey Class. No.: 332.6323015195
Modern multi-factor analysis of bond portfolios = critical implications for hedging and investing /
LDR
:01905nam a2200277 a 4500
001
923963
003
DE-He213
005
20171213074512.0
006
m d
007
cr nn 008maaau
008
190625s2016 enk s 0 eng d
020
$a
9781137564863
$q
(electronic bk.)
020
$a
9781349850242
$q
(paper)
024
7
$a
10.1007/978-1-137-56486-3
$2
doi
035
$a
978-1-137-56486-3
040
$a
GP
$c
GP
041
0
$a
eng
050
4
$a
HG4651
$b
.M5963 2016
082
0 4
$a
332.6323015195
$2
23
090
$a
HG4651
$b
.M689 2016
245
0 0
$a
Modern multi-factor analysis of bond portfolios
$h
[electronic resource] :
$b
critical implications for hedging and investing /
$c
edited by Giovanni Barone Adesi, Nicola Carcano.
260
$a
London :
$c
2016.
$b
Palgrave Macmillan UK :
$b
Imprint: Palgrave Macmillan,
300
$a
xii, 124 p. :
$b
ill., digital ;
$c
23 cm.
520
$a
Where institutions and individuals averagely invest the majority of their assets in money-market and fixed-income instruments, interest rate risk management could be seen as the single most important global financial issue. However, the majority of the key techniques used by most investors were developed several decades ago, and the advantages of multi-factor models are not fully recognised by many researchers and practitioners. This book provides clear and practical insight into bond portfolios and portfolio management through key empirical analysis. The authors use extensive sets of empirical data to describe the value potentially added by more recent techniques to manage interest rate risk relative to traditional techniques and to present empirical evidence of such an added value. Beginning with a description of the simplest models and moving on to the most complex, the authors offer key recommendations for the future of rate risk management.
650
0
$a
Bonds.
$3
564605
650
0
$a
Bond market.
$3
716277
650
0
$a
Investments.
$3
557691
650
0
$a
Hedge funds.
$3
558590
650
0
$a
Portfolio management.
$3
557690
650
1 4
$a
Finance.
$3
559073
650
2 4
$a
Investments and Securities.
$3
1104945
650
2 4
$a
Corporate Finance.
$3
1069043
650
2 4
$a
Banking.
$2
bicssc
$3
810653
700
1
$a
Adesi, Giovanni Barone.
$3
1200669
700
1
$a
Carcano, Nicola.
$3
1200670
710
2
$a
SpringerLink (Online service)
$3
593884
773
0
$t
Springer eBooks
856
4 0
$u
http://dx.doi.org/10.1007/978-1-137-56486-3
950
$a
Business and Economics (Springer-11643)
筆 0 讀者評論
多媒體
評論
新增評論
分享你的心得
Export
取書館別
處理中
...
變更密碼[密碼必須為2種組合(英文和數字)及長度為10碼以上]
登入